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math.DS2023
A consensus-based algorithm for non-convex multiplayer games
Enis Chenchene, Hui Huang, Jinniao Qiu
In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using con…
math.DS2021
Zero-Inertia Limit: from Particle Swarm Optimization to Consensus Based Optimization
Cristina Cipriani, Hui Huang, Jinniao Qiu
Recently a continuous description of the particle swarm optimization (PSO) based on a system of stochastic differential equations was proposed by Grassi and Pareschi in arXiv:2012.…